MCG Capital Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0348 | 4.27 | |
| 0.6411 | 15.36 | |
| 0.1211 | 8.17 | |
| 0.1717 | 0.60 | |
| 0.1130 | 0.78 | |
| 0.8593 | 4.74 |
Estimation Period:
Nov 27, 2001 to Aug 17, 2015
Nov 27, 2001 to Aug 17, 2015
News Impact Curve
Volatility Forecasts
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